Front Office Quant IV

Aanvraagnummer: 43717
Contractvorm: Detachering
Organisatie: ING Bank
Locatie: Amsterdam - Noord-Holland
Uren per week: 40 per week
Tarief: 90 - 100 per uur
Duur van de opdracht: 9,5 maanden
Regio: Noord-Holland
Startdatum: 13-07-2026
Optie tot verlenging: Mogelijk, maar nog niet bekend
Sluitingsdatum: 03-07-2026 18:00

LET OP! Reacties dienen minimaal 1 werkdag voor de sluitingsdatum binnen te zijn voor tijdige verwerking.

Please note!
Secondment and Freelancers both possible.

Assignment
As part of a specialised Front Office Quant team, you will contribute to the development and enhancement of Counterparty Credit Risk (CCR) and XVA models. The team is responsible for the full lifecycle of in-house pricing and risk models, from model design and prototyping through implementation and ongoing support within Front Office systems. Your primary focus will be the design and enhancement of models used for Potential Future Exposure (PFE) and Exposure at Default (EAD) calculations. You will also contribute to the development of a high-performance computing platform used for pricing and risk management. Working closely with model integration teams, traders, risk managers and fellow quantitative specialists, you will help deliver robust quantitative solutions while following Scrum-based software development practices. This is a highly technical role requiring a strong combination of quantitative modelling expertise and software engineering skills.

What will you do?
* Design and enhance Counterparty Credit Risk models for PFE and EAD modelling.
* Develop, implement and maintain pricing and risk models throughout the full model lifecycle.
* Contribute to the development and maintenance of a high-performance C++/CUDA computing platform.
* Collaborate with Front Office model integration teams to implement quantitative models.
* Develop software following Scrum and professional software engineering practices.
* Work closely with the wider Quant team and key business stakeholders.
* Provide quantitative support to traders and risk managers.

Hard requirements (only apply if you meet all of the following)
* Minimum of 5 years' experience as a Quant within Counterparty Credit Risk and/or Market Risk modelling.
* Hands-on experience with Monte Carlo modelling, risk factor modelling and derivatives pricing.
* Experience with at least one of the following asset classes: Interest Rates, FX, Commodities, Credit, Equity or XVA.
* Strong experience implementing quantitative models in Python and/or C++ for Front Office environments.
* University degree (preferably MSc or PhD) in Mathematics, Physics, Statistics, Econometrics, Computer Science or Engineering.
* Experience with professional software development practices, including Test-driven Development, Continuous Integration and Continuous Delivery.
* Experience with Azure, Git and Docker is preferred.
* Excellent verbal and written communication skills in English.

Assignment details
Start: asap
Duration: 12 months (option to get extended)
Hours: 40 hours per week
Location: Amsterdam, Netherlands
Rate: Target rate €80 - €100 per hour